+6.3%
CART vs RNG
+121.6%
-115.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.7% | -5.3% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | -4.3% | +11.4% | -15.7% | -6.0% |
| 3M | +13.1% | +72.1% | -59.0% | +3.6% |
| 6M | +26.0% | +67.9% | -41.9% | +15.5% |
| YTD | +6.7% | +144.3% | -137.6% | -9.0% |
| 1Y | +6.3% | +117.5% | -111.3% | -10.3% |
| All | +6.3% | +121.6% | -115.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling